Maybe this is not exactly what you meant to do but here is my example for you.
This is just a call to cmd.exe to see, in the DOS window, the files in the
directory C:\Marco.
SetDirectory["C:\Marco"]
batfilecontent = ToString[ColumnForm[
{"cd\\","dir/p"}, Left]
];
Export["call.bat", batfilecontent, "Table"]
Run["call.bat"]
I hope this helps.
Marco Gabiccini